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Robustifying the Kalman filter


Published November 1987
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Title from cover

"NPS-55-87-014."

"November 1987."

AD A189 240

Includes bibliographical references

Kalman filters are tracking and prediction algorithms based on Gaussian measurement errors and structural models. The Kalman filter performance may degrade if the measurement errors come from a thicker-tailed-than Gaussian distribution. In this report non-linear procedures are described which are based on Kalman-type models, but work with student-t measurement errors. Keywords: Kalman filter; Student-t measurement errors; Iterative reweighting procedure; Nonlinear filter; Biweight; Robust estimation

aq/aq cc:9116 02/25/98


Publisher Monterey, California : Naval Postgraduate School
Pages 30
Language en_US
Call number a194542
Digitizing sponsor Naval Postgraduate School, Dudley Knox Library
Book contributor Naval Postgraduate School, Dudley Knox Library
Collection navalpostgraduateschoollibrary; fedlink; americana
Notes No copyright page found. No table-of-contents pages found.

Full catalog record MARCXML

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